Osaka Yuka Industr GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:35.97% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9223 | 11.91 | |
| 0.4878 | 7.95 | |
| 0.4294 | 16.70 | |
| -0.3460 | -5.16 |
Estimation Period:
Oct 5, 2017 to Feb 13, 2026
Oct 5, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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